MRCI Online
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| ScenarioSM Study for December Live Cattle(CME) as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 28 | 23 | 19 | 20 | 25 | 29 | 20 | 24 | 27 | 28 | |
| Exceeded High | 22 | 23 | 20 | 14 | 16 | 24 | 23 | 18 | 22 | 20 | 18 | |
| Scenario Percentage | 88% | 82% | 87% | 74% | 80% | 96% | 79% | 90% | 92% | 74% | 64% | |
| Avg Max Increase | 3.79% | 4.31% | 4.23% | 4.77% | 4.86% | 4.60% | 4.21% | 4.99% | 5.41% | 5.36% | 2.95% | |
| Max Increase | 12.47% | 15.57% | 21.09% | 13.31% | 9.93% | 10.40% | 10.79% | 17.67% | 16.89% | 12.60% | 8.01% | |
| Avg Days To Max Increase | 17 | 17 | 14 | 17 | 21 | 21 | 18 | 18 | 18 | 17 | 19 | |
| Avg Max Decline | -1.05% | -1.14% | -1.05% | -1.04% | -1.78% | -1.38% | -1.96% | -1.73% | -1.59% | -1.13% | -1.61% | |
| Max Decline | -3.06% | -4.31% | -2.77% | -4.36% | -3.82% | -4.19% | -9.55% | -7.78% | -5.36% | -2.95% | -6.00% | |
| Avg Days to Max Decline | 9 | 8 | 7 | 8 | 12 | 8 | 7 | 11 | 8 | 5 | 6 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
